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Couplings for Metropolized Non-Reversible MCMC
In a highly cited paper, Diaconis et al, (2000) lifted the symmetric random walk on the discrete circle by adding an auxiliary velocity variable that is flipped in each step … Read More
GIST: Gibbs self-tuning for locally adaptive Hamiltonian Monte Carlo
Anyone who has ever used Hamiltonian Monte Carlo samplers before has probably encountered the so-called tuning problem: in short, it is not at all obvious how to pick the algorithm’s … Read More
Bob Carpenter Visit & Seminar
Very fortunate to have Bob Carpenter (Flatiron Institute) visiting Rutgers Camden during the week of March 18th. Seminar details are linked here.